+129.7%
MS vs SN
+671.3%
-541.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.2% |
| 7D | +5.1% | +1.5% | +3.5% | +4.7% |
| 30D | +5.7% | +21.5% | -15.8% | +1.2% |
| 3M | -12.2% | +20.0% | -32.2% | -15.9% |
| 6M | -0.5% | +119.9% | -120.4% | -17.6% |
| YTD | +9.8% | +102.3% | -92.5% | -7.7% |
| 1Y | +17.7% | +148.0% | -130.3% | -5.7% |
| 3Y | +176.8% | +450.0% | -273.2% | +101.0% |
| All | +129.7% | +671.3% | -541.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling